pydlm
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wwrechard
A python library for Bayesian time series modeling
I generated a dlm model using pydlm method. How can I apply this model to do the prediction of a new dataset? from pydlm import dlm, trend, seasonality, dynamic, autoReg,...
Unless unboxed, a single element matrix is inserted into the data, and autoReg component fails. Unit test modified so that it manifests the error without the change.
Hi, can you consider splitting the core functionality and the plotting? I (and probably others) want to run pydlm in the server environment where plotting is not required. In some...
I get different results in an extremely simple dynamic linear model, using dlm package in R and pydlm. In particular, I create a random walk + noise dlm (that is...
I'm trying to plot individual components of a fit model using `model.plot(component_name)`, and am getting a `TypeError` that arises from incorrect usage of `map` in Python 3. In Python 2,...
Hi everyone. I've used pydlm since version 0.1.1.7 and in fact, in one of my laptops I'm still using it. I've downloaded the newest version 0.1.1.9 in another lap top...
Hi, Is there any technical reason to store the whole time series used to create a model, besides plotting? If a model is grown by appending new data it can...
Hi all, The steps to reproduce my problem are: 1. Create an empty dlm with trend component 2. Add elements to the model in a loop using append and fit...
Hi. I want to fit a time serie with biweekly frequency. I'm wondering if there's a way to set the biweekly frequency in seasonal parameter. I know that for daily...
I want to learn the parameters of a DLM by EM algorithm. I am wondering how I can specify the evaluation matrix, evaluation covariance, transition matrix, transition covariance and initial...
